• DocumentCode
    3024887
  • Title

    Exponentially convergent behaviour of simple stochastic adaptive estimation algorithms

  • Author

    Bitmead, R.R. ; Anderson, B.D.O.

  • Author_Institution
    University of Newcastle, New South Wales, Australia
  • fYear
    1979
  • fDate
    10-12 Jan. 1979
  • Firstpage
    580
  • Lastpage
    585
  • Abstract
    A stochastic algorithm, familiar from adaptive estimation, is introduced and its homogeneous part is shown to be exponentially convergent for a wide class of inputs, which need not be stationary. The implications of this convergence rate for the nonhomogeneous algorithm in practical situations are qualitatively examined and a possible approach to improving performance in use is suggested.
  • Keywords
    Adaptive estimation; Australia; Convergence; Parameter estimation; Stochastic processes;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1978.267996
  • Filename
    4046183
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3024887